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Where is it loose; where it attaches to the door, or where the arm attaches to the plastic mount?
If where it attaches to the door, just remove the door panel and tighten the four nuts holding the mirror to the door.
Another place that could be loose, is the small screw at the bottom. Swing the mirror all the way to the door, and look down at the pivot area, there is a small screw, make sure it is tight, but do not overtighten.
If that does not do it, the dealer is the best place to go. I have disassembled the mirror to run wires for the turn signal LEDs, and it is not simple, and easy to break the plastic if not careful.